Dear List Members,<div><br></div><div>Could you suggest me some references about the Doornik-Hansen normality test in a VAR model (VAR model window, &quot;Tests -&gt; Normality of residuals&quot;)? I would like to know how to interpret it (the null hypothesis is the normality?) and I would like to know the difference between it and the single equation normality test.</div>

<div><br></div><div>Best regards, </div><div>Henrique C. de Andrade<br>Doutorando em Economia Aplicada<br>Universidade Federal do Rio Grande do Sul<br><a href="http://www.ufrgs.br/ppge">www.ufrgs.br/ppge</a><br>
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